Kon S Lai
Biographic Data
| ID | 5739126 |
|---|---|
| NAME | Kon S Lai |
| GIVEN NAMES | Kon S |
| FAMILY NAME | Lai |
| SIGNATURE | LAI K S |
| AFFILIATIONS | California State University Los Angeles |
| VERIFIED | No |
| TOTAL WORKS | 5 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 5 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 1992 |
| LATEST PUBLICATION YEAR | 2020 |
| H-INDEX | 0 |
On Argentina’s Currency Crisis of 2018
In this note, we discuss the Argentinian crisis initiated in 2018. We identify the roots and contributing factors and provide comments on what may develop going forward
Lag Order and Critical Values of the Augmented Dickey–Fuller Test
Response surface analysis is used to obtain approximate finite-sample critical values for the augmented Dickey-Fuller test. Previous studies estimating the critical values for the test have generally ignored their possible dependence on the lag order. This study shows that the lag order, in addition to the sample size, can affect finite-sample behavior of the test. The result points to the importance of correcting for the effect of lag order in a…
Lag Order and Critical Values of the Augmented Dickey-Fuller Test
A Fractional Cointegration Analysis of Purchasing Power Parity
A generalized notion of cointegration, called fractional cointegration, is introduced to examine the long-run purchasing power parity (PPP) hypothesis. By allowing deviations from equilibrium to follow a fractionally integrated process, the fractional cointegration analysis can capture a wider range of mean-reversion behavior than standard cointegration analyses. This gain is flexibility in modeling subtle mean-reverting dynamics is found to be i…
Production Lags and Price Behaviour
This paper explores the implications of the production lag for the firm's decisions. The authors establish a significant relationship between price behavior and the length of the production lag. They show that specific results in the literature are crucially dependent upon the assumption about the production lag. By allowing the production time to exceed the decision period, the basic framework of the earlier price-inventory models is significant…
No prominent works on this page.
Production Lags and Price Behaviour
This paper explores the implications of the production lag for the firm's decisions. The authors establish a significant relationship between price behavior and the length of the production lag. They show that specific results in the literature are crucially dependent upon the assumption about the production lag. By allowing the production time to exceed the decision period, the basic framework of the earlier price-inventory models is significant…
A Fractional Cointegration Analysis of Purchasing Power Parity
A generalized notion of cointegration, called fractional cointegration, is introduced to examine the long-run purchasing power parity (PPP) hypothesis. By allowing deviations from equilibrium to follow a fractionally integrated process, the fractional cointegration analysis can capture a wider range of mean-reversion behavior than standard cointegration analyses. This gain is flexibility in modeling subtle mean-reverting dynamics is found to be i…
Lag Order and Critical Values of the Augmented Dickey–Fuller Test
Response surface analysis is used to obtain approximate finite-sample critical values for the augmented Dickey-Fuller test. Previous studies estimating the critical values for the test have generally ignored their possible dependence on the lag order. This study shows that the lag order, in addition to the sample size, can affect finite-sample behavior of the test. The result points to the importance of correcting for the effect of lag order in a…
Lag Order and Critical Values of the Augmented Dickey-Fuller Test
On Argentina’s Currency Crisis of 2018
In this note, we discuss the Argentinian crisis initiated in 2018. We identify the roots and contributing factors and provide comments on what may develop going forward
Economics (5 works) · Econometrics (4 works) · Monetary Policy and Economic Impact (3 works) · Augmented Dickey–Fuller test (2 works) · Computer Science (2 works) · Global Financial Crisis and Policies (2 works) · Granger causality (2 works) · Lag (2 works) · Market Dynamics and Volatility (2 works) · Mathematics (2 works)